13508 (v.3) Econometrics 513

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Area:	School of Economics and Finance
Credits:	25.0
Contact Hours:	4.0
Lecture:	1 x 2 Hours Weekly
Tutorial:	1 x 1 Hours Weekly
Laboratory:	1 x 1 Hours Weekly
Prerequisite(s):	13503 (v.3) Econometrics (Introductory) 511 or any previous version
Co Requisite(s):	13507 (v.3) Mathematical Economics 501 or any previous version
Syllabus:	Review of matrix algebra, vector differentiation, k-variable linear model, maximum likelihood estimators and asymptotic distributions, generalised least squares, lagged variables, simultaneous equation and vector autoregressive models.
Unit Outcomes:	On completion of this unit students will have gained- Practical experience in applying these techniques is acquired through exercises and assignments. Applications of techniques illustrated with examples from the literature. Used Verious econometric software programs extensively to provide an opportunity for applying the techniques encountered to economic data.
Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information.
Unit References:	Griffiths, W.E., Hill, R.C. and Judge, G.G., (1993), Learning and Practicing Econometrics, John Wiley and Sons. Intriligator, M. D., Bodkin R., and Cheng Hsiao, (1996), Econometric Models, Techniques and Applications, 2nd ed, Prentice-Hall. Judge, G.G., Hill, R.C., Griffiths, W.E., Lutkepohl, H. and Lee, T-C., (1988) An Introduction to the Theory and Practice of Econometrics, 2nd ed, John Wiley and Sons. Kennedy P., (1992), A Guide to Econometrics, 3rd ed, MIT Press. Kmenta, J., (1986), Elements of Econometrics, 2nd ed, Macmillan. Maddala, G.S., (1992), Introduction to Econometrics, 2nd ed, Macmillan Publishing Company. Pindyck, R.S. and Rubinfeld, D.L., (1991) Econometric Models and Economic Forecasts, 3rd ed, McGraw-Hill. Ramanathan, R., (1995), Introductory Econometrics with Applications, 3rd ed, The Dryden Press. Unit Texts
Unit Texts:	No prescribed texts.
Unit Assessment Breakdown:	Assignments (2) 40%, End-semester exam 60%. This is by grade/mark assessment.
Year Location Period Internal Area External Central External 2004 Bentley Campus Semester 1 Y